Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.738 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 53079.48 Kr¶

Max Equity ever reached: ------------> 53082.22 Kr¶

Portfolio value: --------------------------> 33241.84 Kr¶

PnL: ---------------------------------------> -7.33 Kr¶

DD now: ---------------------------------> -0.005 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:42:58.920780'

Anic Portfolio¶

Today¶

Return: 0.025 %¶

This Week¶

Return: 0.025 %¶

Total¶

Return: 73.769 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Investor A 16 -0.140000 3542.400000 6.400000 0.180000 3536.000000
Xvivo Perfusion 3 0.090000 848.250000 5.250000 0.620000 843.000000
Indutrade 5 0.950000 1321.500000 4.500000 0.340000 1317.000000
NCC B 7 1.570000 654.850000 3.150000 0.480000 651.700000
BHG Group 49 -2.460000 640.430000 2.940000 0.460000 637.490000
Ambea 68 2.530000 2533.680000 2.720000 0.110000 2530.960000
New Wave B 20 1.610000 3908.000000 2.000000 0.050000 3906.000000
Lime Technologies 2 7.030000 594.000000 2.000000 0.340000 592.000000
Addtech B 3 2.190000 700.200000 1.800000 0.260000 698.400000
Latour B 2 0.990000 450.200000 1.800000 0.400000 448.400000
Fortnox 10 -0.240000 667.200000 1.600000 0.240000 665.600000
Creades A 7 1.280000 610.050000 1.400000 0.230000 608.650000
Lundin Gold 7 1.020000 973.000000 1.400000 0.140000 971.600000
Sdiptech B 3 2.090000 821.400000 1.200000 0.150000 820.200000
Volati 5 2.140000 574.000000 1.000000 0.170000 573.000000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Wästbygg Gruppen B 80 3.770000 2864.000000 0.000000 0.000000 2864.000000
NCC A 6 0.610000 597.600000 0.000000 0.000000 597.600000
Biotage 4 -0.200000 600.400000 -0.400000 -0.070000 600.800000
Embracer Group B 26 1.770000 658.970000 -0.650000 -0.100000 659.620000
SCA A 4 -0.930000 597.600000 -0.800000 -0.130000 598.400000
SynAct Pharma 9 1.710000 641.700000 -0.900000 -0.140000 642.600000
Sampo Oyj SDB 1 0.000000 503.000000 -1.000000 -0.200000 504.000000
Vitrolife 3 -0.710000 673.800000 -1.200000 -0.180000 675.000000
Humana 40 0.960000 670.400000 -1.600000 -0.240000 672.000000
BONESUPPORT HOLDING 10 0.830000 1216.000000 -5.000000 -0.410000 1221.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
TOTAL 33244.580000 -4.590000 0.0% 33249.170000

Updated:¶

'2023-06-07 15:42:37.285378'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶